Nikolay Gospodinov

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Person:295709

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zbMath Open gospodinov.nikolayMaRDI QIDQ295709

List of research outcomes

PublicationDate of PublicationType
On the Factor Structure of Bond Returns2022-07-11Paper
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models2022-03-09Paper
Multivariate Return Decomposition: Theory and Implications2022-03-04Paper
Generalized aggregation of misspecified models: with an application to asset pricing2021-03-24Paper
Unit Roots, Cointegration, and Pretesting in Var Models2020-07-10Paper
Spurious Inference in Reduced-Rank Asset-Pricing Models2019-02-01Paper
Market consistent valuations with financial imperfection2018-06-13Paper
Simulated minimum distance estimation of dynamic models with errors-in-variables2017-08-24Paper
Local GMM estimation of time series models with conditional moment restrictions2017-05-12Paper
Chi-squared tests for evaluation and comparison of asset pricing models2017-05-12Paper
Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root2016-06-13Paper
Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors2011-06-16Paper
Methods for Estimation and Inference in Modern Econometrics2011-05-19Paper
SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS2011-04-27Paper
Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions2010-10-11Paper
Modeling Financial Return Dynamics via Decomposition2010-10-11Paper
https://portal.mardi4nfdi.de/entity/Q53085612007-09-28Paper
Asymptotic confidence intervals for impulse responses of near‐integrated processes2005-07-04Paper
ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS2005-05-23Paper
Median unbiased forecasts for highly persistent autoregressive processes2003-04-09Paper
https://portal.mardi4nfdi.de/entity/Q39393541981-01-01Paper

Research outcomes over time


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